I want to get something with kick-ass performance. 
Not sure why this got a downvote. I don’t want my users’ experience to be laggy.
What’s the advantage of spending $45/mo for that Amazon solution, versus using SoftEther VPN for $0/mo?
Good to know. I might reconsider it in future.
SoftEther is just a Software Solution while Sophos Hardware NextGen Firewalls produces. That enables you as to secure your whole network, monitore traffic and also set rules for your VPN Traffic for example. You can set up a VPN connection in the Firewall and give users access to it’s User Portal where they can Download the VPN Client with it’s configuration. It’s fast and secure.
You’d still need user name, password and mfa
Gonna guess it’s because you want the cheapest option, but kickass performance. Good, cheap, secure, and easy - you only get to pick 2 things off that list.